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A multivariate model with intra-class covariance structure

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Summary

Fraser [3], [4] and Fraser and Haq [5] discussed a comprehensive multivariate model: a model with an error variable internal to the system with a known multivariate distribution and a positive affine transformation which generates a response vector from an error vector. Here a multivariate model, with the error variable having a multivariate normal distribution with intra-class covariance structure, has been considered. The analysis of the responses has been carried on in the framework of a transformed structural model and it produces structural distribution for the location parameters and the scale parameter, and the marginal likelihood function for the intra-class correlation coefficient.

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Authors and Affiliations

  1. University of Western Ontario, Canada

    M. Safiul Haq

Authors
  1. M. Safiul Haq
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Additional information

The research was partially supported by the National Research Council of Canada.

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Haq, M.S. A multivariate model with intra-class covariance structure. Ann Inst Stat Math 26, 413–420 (1974). https://doi.org/10.1007/BF02479837

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  • DOI: https://doi.org/10.1007/BF02479837

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